To safely and effectively explore the natural methane hydrate, it is crucial to examine the mechanical behavior of methane hydrate‐bearing sediments (MHBSs). Natural methane hydrate unevenly distributes in pores or bonds with soil particles in MHBS, changing the mechanical behavior of MHBS including stiffness, shear strength, and dilatancy. This paper presents an anisotropic critical state model for MHBS considering hydrate pore‐filling and cementing effects. Based on the unified critical state model for both clay and sand, an equivalent hydrate ratio is defined to address pore‐filling effect. Cohesive strength and its hardening law are introduced to characterize hydrate cementation. To describe the anisotropic behavior, the inherent anisotropy of soil particles and hydrates are modeled separately, and rotation hardening is introduced to describe the stress‐induced anisotropy. Comparisons with existing triaxial tests of both synthetic and natural MHBS demonstrate that the proposed model comprehensively describes the mechanical behavior of MHBS. Detailed predictions indicate that hydrate pore‐filling affects the hydrate‐dependent stiffness and dilatancy of MHBS, which become more pronounced with increasing hydrate saturation. Cementing effect increases the initial stiffness and peak strength of MHBS. The pronounced influence of inherent anisotropic parameters on pre‐peak stress–strain relation of MHBS is noted, and increasing hydrate saturation enhances the effect of hydrate anisotropy. These predictions contribute to a better understanding of the relation between hydrate morphologies and MHBS mechanical properties.